+1,460.5%
CIEN vs ROP
+132.1%
+1,328.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -4.6% | -6.1% | +1.6% | -2.2% |
| 30D | -12.8% | -3.4% | -9.5% | -12.0% |
| 3M | -23.1% | +16.7% | -39.8% | -30.5% |
| 6M | +6.1% | +8.1% | -2.0% | -1.7% |
| YTD | +44.5% | -11.7% | +56.2% | +48.5% |
| 1Y | +176.6% | -24.2% | +200.8% | +210.6% |
| 3Y | +601.0% | -19.0% | +619.9% | +650.0% |
| 5Y | +509.1% | -15.9% | +525.0% | +526.8% |
| 10Y | +1,460.5% | +135.7% | +1,324.8% | +668.7% |
| All | +1,460.5% | +132.1% | +1,328.3% | +668.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling